+4.9%
STM vs LCID
-93.0%
+97.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.4% | -6.0% | +3.0% |
| 7D | -10.7% | +8.9% | -19.7% | -11.8% |
| 30D | -25.7% | -15.4% | -10.3% | -24.3% |
| 3M | -21.6% | -52.9% | +31.3% | -13.8% |
| 6M | -27.8% | -46.8% | +19.0% | -23.5% |
| YTD | +61.8% | -68.9% | +130.6% | +83.3% |
| 1Y | +78.1% | -81.7% | +159.8% | +117.8% |
| 3Y | +4.9% | -92.4% | +97.3% | +39.9% |
| All | +4.9% | -93.0% | +97.9% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling